The Dock in Mac OS X can be customized in many ways. It might be along either side of the screen instead of at the bottom, or it might even be hidden.

If you don't see the Dock anywhere, push your mouse to the far left, the far right, or the deep bottom of the screen and the hidden Dock will appear from one of those edges. 

Excerpted from Mac OS X 10.5 Leopard: Peachpit Learning Series by Robin Williams